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Trade: ALICE/USDT/720/KCB/HWMA/3225

Strategy
ALICE/USDT/720/KCB/HWMA/3225
Pair
ALICE_USDT
Interval
12h
Score
412521
Daily Profit
0.230364
Profit Factor
1.434648
Profitability
54.676259
Streak
45.145267
Best Strategy
Training Data Length
1663.000000
Evaluation Time
2025-10-02 18:29
Expiration Time
2025-11-21 11:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 383094.5534 189950.0742 193144.4792 165607.0081 -599896.2192 765503.2273
Total P&L (%) 383.0946 189.9501 193.1445 165.607 -599.8962 765.5032
Avg Daily Profit (%) 0.2304 0.1142 0.1161 0.0588 0 0.1299
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -215298 -169577 -129174 -2632904 -2243179 -537142
Profit Factor 1.4346 1.4091 1.4631 1.0321 0.8175 1.4073
Total Trades 139 69 70 139 69 70
Winning Trades 76 34 42 76 34 42
Losing Trades 63 35 28 63 35 28
Profitability (%) 54.6763 49.2754 60 54.6763 49.2754 60
Ratio Avg Win / Avg Loss 1.1892 1.4505 0.9754 0.8555 0.8415 0.9382
Largest Winning Trade 97365 97365 48672 819142 815485 819142
Largest Losing Trade -51485 -31427 -51485 -437066 -437066 -284122
Avg Bars in Trades 22 22 22 22 22 22
Avg Bars in Winners 22 22 22 22 22 22
Avg Bars in Losers 22 22 22 22 22 22
Bars Traded 3159 1566 1593 3159 1566 1593
Profit Streak 45.1453 45.1453 79.6453 45.1453 45.1453 79.6453
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 412521 -141167 -129774 -298725 -682184 -111410
Evaluation Data
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3326,
    "evaluation_days": 1663,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1621684800000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759418951101,
    "expiration_time": 1763716896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 138,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.13454,
            "nb": 0.1,
            "nc": 0.22934
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            383094.5533586206,
            189950.0741980694,
            193144.4791605512,
            165607.0081001254,
            -599896.2191907834,
            765503.2272909088
        ],
        [
            383.094553,
            189.950074,
            193.144479,
            165.607008,
            -599.896219,
            765.503227
        ],
        [
            0.230364,
            0.114221,
            0.116142,
            0.058757,
            0,
            0.129858
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -215298,
            -169577,
            -129174,
            -2632904,
            -2243179,
            -537142
        ],
        [
            1.434648,
            1.409068,
            1.46313,
            1.032055,
            0.817485,
            1.407287
        ],
        [
            139,
            69,
            70,
            139,
            69,
            70
        ],
        [
            76,
            34,
            42,
            76,
            34,
            42
        ],
        [
            63,
            35,
            28,
            63,
            35,
            28
        ],
        [
            54.676259,
            49.275362,
            60,
            54.676259,
            49.275362,
            60
        ],
        [
            1.189248,
            1.450511,
            0.97542,
            0.855519,
            0.841529,
            0.938191
        ],
        [
            97365,
            97365,
            48672,
            819142,
            815485,
            819142
        ],
        [
            -51485,
            -31427,
            -51485,
            -437066,
            -437066,
            -284122
        ],
        [
            22,
            22,
            22,
            22,
            22,
            22
        ],
        [
            22,
            22,
            22,
            22,
            22,
            22
        ],
        [
            22,
            22,
            22,
            22,
            22,
            22
        ],
        [
            3159,
            1566,
            1593,
            3159,
            1566,
            1593
        ],
        [
            45.145267,
            45.145267,
            79.645267,
            45.145267,
            45.145267,
            79.645267
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            412521,
            -141167,
            -129774,
            -298725,
            -682184,
            -111410
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALICE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3326,
    "evaluation_days": 1663,
    "actual_first_datapoint_time": 1615766400000,
    "first_datapoint_time": 1621684800000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759418951101,
    "expiration_time": 1763716896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 138,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.13454,
            "nb": 0.1,
            "nc": 0.22934
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)